0.25Open0.65Pre Close2 Volume9 Open Interest108.00Strike Price50.00Turnover3.78%IV0.06%PremiumJul 19, 2024Expiry Date0.19Intrinsic Value100Multiplier2DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.7161Delta1.2515Gamma479.16Leverage Ratio-0.0183Theta-0.0029Rho-343.15Eff Leverage0.0268Vega